+631.2%
AGNC vs GEN
+318.1%
+313.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -4.4% | -4.4% | -0.1% | -3.6% |
| 30D | -5.4% | +3.7% | -9.1% | -6.2% |
| 3M | +3.5% | +22.2% | -18.8% | -0.7% |
| 6M | +1.7% | +38.9% | -37.2% | -5.4% |
| YTD | +3.9% | +11.9% | -8.0% | +0.5% |
| 1Y | +13.8% | +4.5% | +9.3% | +11.6% |
| 3Y | +63.3% | +59.0% | +4.4% | +45.9% |
| 5Y | +27.5% | +22.0% | +5.5% | +17.9% |
| 10Y | +83.8% | +155.0% | -71.2% | +39.6% |
| All | +631.2% | +318.1% | +313.1% | +397.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling